HYP vs. OEF
HYP (Golden Eagle Dynamic Hypergrowth ETF) and OEF (iShares S&P 100 ETF) are both exchange-traded funds - HYP is a Large Cap Growth Equities fund actively managed by Golden Eagle, while OEF is a Large Cap Blend Equities fund tracking the S&P 100 Index. HYP is actively managed, while OEF is passively managed. A 0.64 correlation means they provide meaningful diversification when combined. HYP charges 0.85%/yr vs 0.20%/yr for OEF.
Performance
HYP vs. OEF - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, HYP achieves a 19.17% return, which is significantly higher than OEF's 8.23% return.
HYP
- 1D
- -3.79%
- 1M
- -5.92%
- 6M
- 5.10%
- YTD
- 19.17%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
OEF
- 1D
- -0.78%
- 1M
- 1.58%
- 6M
- 7.11%
- YTD
- 8.23%
- 1Y
- 21.43%
- 3Y*
- 22.03%
- 5Y*
- 14.20%
- 10Y*
- 16.21%
HYP vs. OEF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
HYP Golden Eagle Dynamic Hypergrowth ETF | 19.17% | -6.61% |
OEF iShares S&P 100 ETF | 8.23% | 2.89% |
Correlation
The correlation between HYP and OEF is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 23, 2025 | 0.64 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
HYP vs. OEF — Risk / Return Rank
HYP
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
OEF
HYP vs. OEF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Golden Eagle Dynamic Hypergrowth ETF (HYP) and iShares S&P 100 ETF (OEF). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| HYP | OEF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.29 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.95 | — |
| Martin ratioReturn relative to average drawdown | — | 7.59 | — |
Loading charts...
Drawdowns
HYP vs. OEF - Drawdown Comparison
The maximum HYP drawdown since its inception was -19.58%, smaller than the maximum OEF drawdown of -54.11%. Use the drawdown chart below to compare losses from any high point for HYP and OEF.
Loading charts...
Drawdown Indicators
| HYP | OEF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.58% | -54.11% | +34.53% |
Max Drawdown (1Y)Largest decline over 1 year | — | -11.06% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.80% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.47% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.44% | — |
Current DrawdownCurrent decline from peak | -12.70% | -2.10% | -10.60% |
Average DrawdownAverage peak-to-trough decline | -6.52% | -11.72% | +5.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.83% | — |
Volatility
HYP vs. OEF - Volatility Comparison
Loading charts...
Volatility by Period
| HYP | OEF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.31% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 10.70% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 44.42% | 13.45% | +30.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.42% | 17.83% | +26.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.42% | 18.46% | +25.96% |
HYP vs. OEF - Expense Ratio Comparison
HYP has a 0.85% expense ratio, which is higher than OEF's 0.20% expense ratio.
Dividends
HYP vs. OEF - Dividend Comparison
HYP's dividend yield for the trailing twelve months is around 0.11%, less than OEF's 0.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HYP Golden Eagle Dynamic Hypergrowth ETF | 0.11% | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OEF iShares S&P 100 ETF | 0.87% | 0.81% | 1.03% | 1.19% | 1.55% | 1.06% | 1.43% | 1.87% | 2.09% | 1.81% | 2.07% | 2.11% |
Frequently Asked Questions
HYP and OEF have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, OEF is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
OEF is cheaper with a 0.20% expense ratio, compared with 0.85% for HYP.
OEF has the higher dividend yield at 0.87%, compared with 0.11% for HYP.
HYP is categorized as Large Cap Growth Equities, while OEF is Large Cap Blend Equities. They also come from different issuers: Golden Eagle and iShares. Their fees differ too: 0.85% for HYP and 0.20% for OEF.
Find the right allocation for HYP and OEF
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer